Quote from chs245:
I'm only looking for specific days where stocks openings were delayed due to imbalances and indicated opening ranges. About 200 tickers for the last 3 months alone.
Funny you should say that... I'm beginning to work on a paper that looks into smth very similar. That's why I asked about the possibility of trading on ECNs when smth is haulted (it's a bit related) in an earlier thread a few days ago.
I do have the TAQ going back all the way to 1993 though. PM me if you are interested in sharing ideas.